Maximal imaginery eigenvalues in optimal systems

Maximal imaginery eigenvalues in optimal systems

Blog Article

In this GIFT CARD note we present equations that uniquely determine the maximum possible imaginary value of the closed loop eigenvalues in an LQ-optimal system, irrespective of how the state weight matrix is chosen, provided a real symmetric solution of the algebraic Riccati equation exists.In addition, the corresponding state weight matrix and the solution to the algebraic Riccati equation are derived for a class of linear systems.A fundamental lemma for the existence of a real symmetric solution to the algebraic Lanyards and Beads Riccati equation is derived for this class of linear systems.